+528.0%
XRT vs VSAT
+151.5%
+376.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -3.5% |
| 7D | +0.9% | -17.0% | +17.8% | +4.6% |
| 30D | +7.9% | -9.8% | +17.7% | +9.0% |
| 3M | -0.2% | -22.0% | +21.8% | +3.5% |
| 6M | +5.6% | -5.0% | +10.5% | +1.2% |
| YTD | +5.7% | +85.6% | -79.9% | -16.3% |
| 1Y | +14.6% | +80.2% | -65.6% | -9.5% |
| 3Y | +50.7% | +250.0% | -199.4% | -18.7% |
| 5Y | -4.8% | -4.6% | -0.3% | -30.1% |
| 10Y | +152.6% | -7.2% | +159.9% | +66.7% |
| All | +528.0% | +151.5% | +376.5% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling